Portfolio and risk management

Calculate cash flows and positions, estimate portfolio values and risks, and present the information with a collection of specialised displays and reports.

Cash flows

Calculate and audit realised cash flows and estimate future cash flows.

Valuation

LexiFi Apropos automates the ongoing valuation of derivatives thanks to a combination of pricing and operational management capabilities. Each product is related to one or more pricing environment(s) comprising: a pricing model with parameters—e.g., number of Monte Carlo paths; market data selection rules; an optional reference to pre-calculated calibration results and optional input and output adjustments. Pricing results—calculated by the system and/or imported from an external source—with associated market data inputs are optionally stored.

Profit and loss

Profit and loss reports retrieve product values on a start date and an end date, record intermediate cash flows, and optionally apply overnight rates to daily cash balances.

Scenarios analysis

Use a powerful framework for designing, managing and running historical, forward-looking and stress scenarios on a portfolio.

Filtering and grouping

Each trade is assigned to a portfolio and may be associated with an arbitrary number of attributes. Portfolio analytics include configurable queries and drill-down capabilities to monitor relevant metrics at all levels.

Batch processing

The tasks that need to be processed to produce portfolio analytics may be launched and run to completion without any user interaction.